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SCHZ vs. BOND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHZ vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Aggregate Bond ETF (SCHZ) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHZ achieves a 0.38% return, which is significantly lower than BOND's 0.65% return. Over the past 10 years, SCHZ has underperformed BOND with an annualized return of 1.48%, while BOND has yielded a comparatively higher 2.15% annualized return.


SCHZ

1D
-0.26%
1M
0.61%
YTD
0.38%
6M
0.47%
1Y
4.52%
3Y*
3.90%
5Y*
0.02%
10Y*
1.48%

BOND

1D
-0.33%
1M
0.77%
YTD
0.65%
6M
0.84%
1Y
5.88%
3Y*
5.07%
5Y*
0.46%
10Y*
2.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHZ vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHZ
Schwab U.S. Aggregate Bond ETF
0.38%7.24%1.26%5.60%-13.17%-1.72%7.46%8.65%-0.26%3.50%
BOND
PIMCO Active Bond ETF
0.65%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%

Correlation

The correlation between SCHZ and BOND is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2012

0.83

The correlation between SCHZ and BOND shifts across timeframes, from 0.83 (all time) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCHZ vs. BOND — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHZ
SCHZ Risk / Return Rank: 3434
Overall Rank
SCHZ Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 3232
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 3434
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 3434
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 4242
Overall Rank
BOND Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 4444
Sortino Ratio Rank
BOND Omega Ratio Rank: 4242
Omega Ratio Rank
BOND Calmar Ratio Rank: 4040
Calmar Ratio Rank
BOND Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHZ vs. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond ETF (SCHZ) and PIMCO Active Bond ETF (BOND). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCHZBONDDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratioReturn relative to maximum drawdown

1.68

1.96

-0.28

Martin ratioReturn relative to average drawdown

4.86

5.93

-1.08

SCHZ vs. BOND - Sharpe Ratio Comparison

The current SCHZ Sharpe Ratio is 1.21, which is comparable to the BOND Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SCHZ and BOND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHZ vs. BOND - Drawdown Comparison

The maximum SCHZ drawdown since its inception was -18.74%, roughly equal to the maximum BOND drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for SCHZ and BOND.


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Drawdown Indicators


SCHZBONDDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-19.71%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-3.01%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-6.18%

-6.12%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

-19.71%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

-19.71%

+0.97%

Current Drawdown

Current decline from peak

-2.38%

-1.40%

-0.98%

Average Drawdown

Average peak-to-trough decline

-3.68%

-3.50%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.99%

-0.06%

Volatility

SCHZ vs. BOND - Volatility Comparison

The current volatility for Schwab U.S. Aggregate Bond ETF (SCHZ) is 1.15%, while PIMCO Active Bond ETF (BOND) has a volatility of 1.35%. This indicates that SCHZ experiences smaller price fluctuations and is considered to be less risky than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHZBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.35%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

3.05%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

3.99%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

5.78%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

5.10%

+0.32%

SCHZ vs. BOND - Expense Ratio Comparison

SCHZ has a 0.03% expense ratio, which is lower than BOND's 0.54% expense ratio.


Dividends

SCHZ vs. BOND - Dividend Comparison

SCHZ's dividend yield for the trailing twelve months is around 4.12%, less than BOND's 5.18% yield.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.12%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Frequently Asked Questions


With a correlation of 0.97, SCHZ and BOND move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BOND has higher volatility (1.35%) compared to SCHZ (1.15%). In terms of maximum drawdown, SCHZ dropped -18.74% vs BOND's -19.71%.

On 10-year performance, BOND leads with 2.15% vs 1.48% for SCHZ. On fees, SCHZ is cheaper at 0.03% per year. On volatility, SCHZ has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BOND has performed better with a 2.15% return vs 1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHZ is cheaper with a 0.03% expense ratio, compared with 0.54% for BOND.

BOND has the higher dividend yield at 5.18%, compared with 4.12% for SCHZ.

SCHZ is categorized as Total Bond Market, while BOND is Intermediate Core-Plus Bond. They also come from different issuers: Charles Schwab and PIMCO. Their fees differ too: 0.03% for SCHZ and 0.54% for BOND.

BOND currently has the higher Sharpe Ratio (1.49 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SCHZ and BOND

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